Analysis run in : 2024-10-26 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | 27,016 | 8,138 | 1.367249 | 1.508285 |
| 1 | equities | 1170E1 | VIX FUTURES | 4,025 | 3,703 | 1.306966 | 1.781801 |
| 2 | equities | 239742 | RUSSELL E-MINI | 18,507 | -8,333 | 0.923381 | 1.472018 |
| 3 | equities | 12460+ | DJIA Consolidated | 12,238 | -391 | 0.395753 | 0.503142 |
| 4 | equities | 209742 | NASDAQ MINI | 6,325 | -1,004 | -1.034085 | -0.446556 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | 0 | 0 | 0.000000 | 0.000000 |
| 6 | rates | 043602 | UST 10Y NOTE | -946,868 | -2,392 | -0.339432 | -1.032098 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,690,415 | -38,972 | -0.719765 | -0.943932 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,395,948 | -42,645 | -2.101560 | -2.287015 |
| 9 | rates | 020601 | UST BOND | -75,019 | -12,543 | -0.439107 | -0.978518 |
| 10 | rates | 045601 | FED FUNDS | 136,215 | 9,450 | 0.781942 | 1.056402 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 933 | 3,014 | -1.000277 | -0.993135 |
| 13 | currencies | 097741 | JAPANESE YEN | 4,332 | -21,302 | -0.198545 | 0.758002 |
| 14 | currencies | 099741 | EURO FX | -22,077 | -46,199 | -2.159330 | -1.604729 |
| 15 | currencies | 096742 | BRITISH POUND | 74,128 | -12,598 | -0.770200 | 0.220219 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | 25,474 | 7,966 | 1.419313 | 1.591012 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -142,303 | -18,767 | -0.414809 | -0.725300 |
| 18 | currencies | 095741 | MEXICAN PESO | 23,704 | -1,339 | -0.624663 | -1.039068 |
| 19 | currencies | 112741 | NZ DOLLAR | -323 | -31 | 0.617715 | -0.099253 |
| 20 | currencies | 092741 | SWISS FRANC | -33,098 | -6,364 | -1.002252 | 0.162894 |
| 21 | commodities | 133741 | BITCOIN | -1,781 | 187 | -1.153075 | -1.556411 |
| 22 | commodities | 06765T | BRENT LAST DAY | -32,016 | -1,831 | -1.635369 | -1.499812 |
| 23 | commodities | 088691 | GOLD | 295,177 | 9,638 | 0.546841 | 1.110992 |
| 24 | commodities | 085692 | COPPER- #1 | 32,140 | -2,340 | 0.601110 | -0.452339 |
| 25 | commodities | 023651 | NAT GAS NYME | -171,590 | -29,992 | -2.573317 | -2.741911 |
| 26 | commodities | 111659 | GASOLINE RBOB | 50,139 | -969 | 1.784533 | 0.822065 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -14,240 | -5,382 | -1.166563 | -1.775439 |
| 28 | commodities | 084691 | SILVER | 65,023 | 13,903 | 1.971062 | 2.237785 |
| 29 | commodities | 076651 | PLATINUM | 36,526 | 8,174 | 1.897104 | 1.922525 |
| 30 | commodities | 002602 | CORN | -15,810 | 5,396 | 0.970412 | 1.204912 |
| 31 | commodities | 005602 | SOYBEANS | -73,109 | -18,755 | 0.936306 | 0.785460 |
| 32 | commodities | 001602 | WHEAT-SRW | -23,850 | -5,578 | 0.553457 | 0.633301 |
| 33 | commodities | 001612 | WHEAT-HRW | 1,264 | -2,119 | 1.309378 | 1.534072 |
| 34 | commodities | 057642 | LIVE CATTLE | 114,394 | 4,203 | 1.818184 | 2.494286 |
| 35 | commodities | 054642 | LEAN HOGS | 110,911 | 14,165 | 1.846759 | 1.858012 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 91,827 | -18,575 | 0.693821 | 1.189085 |
| 37 | commodities | 033661 | COTTON NO. 2 | -886 | 4,334 | 1.529810 | 0.707501 |
| 38 | commodities | 083731 | COFFEE C | 63,245 | -620 | 0.018731 | -0.471561 |
| 39 | commodities | 073732 | COCOA | 32,047 | -1,731 | 1.185992 | 1.685769 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,997 | 212 | 0.856657 | 0.449883 |
Plotting plotly¶
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